mirror of
https://github.com/freqtrade/freqtrade.git
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120 lines
3.9 KiB
Python
120 lines
3.9 KiB
Python
"""
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PairList manager class
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"""
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import logging
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from copy import deepcopy
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from typing import Dict, List, Tuple
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from cachetools import TTLCache, cached
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from freqtrade.exceptions import OperationalException
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from freqtrade.pairlist.IPairList import IPairList
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from freqtrade.resolvers import PairListResolver
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logger = logging.getLogger(__name__)
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# List of pairs with their timeframes
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ListPairsWithTimeframes = List[Tuple[str, str]]
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class PairListManager():
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def __init__(self, exchange, config: dict) -> None:
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self._exchange = exchange
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self._config = config
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self._whitelist = self._config['exchange'].get('pair_whitelist')
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self._blacklist = self._config['exchange'].get('pair_blacklist', [])
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self._pairlists: List[IPairList] = []
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self._tickers_needed = False
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for pl in self._config.get('pairlists', None):
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if 'method' not in pl:
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logger.warning(f"No method in {pl}")
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continue
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pairl = PairListResolver.load_pairlist(pl.get('method'),
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exchange=exchange,
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pairlistmanager=self,
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config=config,
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pairlistconfig=pl,
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pairlist_pos=len(self._pairlists)
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)
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self._tickers_needed = pairl.needstickers or self._tickers_needed
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self._pairlists.append(pairl)
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if not self._pairlists:
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raise OperationalException("No Pairlist defined!")
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@property
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def whitelist(self) -> List[str]:
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"""
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Has the current whitelist
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"""
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return self._whitelist
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@property
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def blacklist(self) -> List[str]:
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"""
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Has the current blacklist
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-> no need to overwrite in subclasses
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"""
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return self._blacklist
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@property
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def name_list(self) -> List[str]:
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"""
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Get list of loaded pairlists names
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"""
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return [p.name for p in self._pairlists]
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def short_desc(self) -> List[Dict]:
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"""
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List of short_desc for each pairlist
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"""
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return [{p.name: p.short_desc()} for p in self._pairlists]
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@cached(TTLCache(maxsize=1, ttl=1800))
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def _get_cached_tickers(self):
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return self._exchange.get_tickers()
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def refresh_pairlist(self) -> None:
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"""
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Run pairlist through all configured pairlists.
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"""
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# Tickers should be cached to avoid calling the exchange on each call.
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tickers: Dict = {}
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if self._tickers_needed:
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tickers = self._get_cached_tickers()
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# Adjust whitelist if filters are using tickers
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pairlist = self._prepare_whitelist(self._whitelist.copy(), tickers)
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# Process all pairlists in chain
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for pl in self._pairlists:
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pairlist = pl.filter_pairlist(pairlist, tickers)
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# Validation against blacklist happens after the pairlists to ensure
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# blacklist is respected.
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pairlist = IPairList.verify_blacklist(pairlist, self.blacklist, True)
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self._whitelist = pairlist
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def _prepare_whitelist(self, pairlist: List[str], tickers) -> List[str]:
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"""
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Prepare sanitized pairlist for Pairlist Filters that use tickers data - remove
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pairs that do not have ticker available
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"""
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if self._tickers_needed:
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# Copy list since we're modifying this list
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for p in deepcopy(pairlist):
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if p not in tickers:
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pairlist.remove(p)
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return pairlist
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def create_pair_list(self, pairs: List[str], timeframe: str = None) -> ListPairsWithTimeframes:
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"""
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Create list of pair tuples with (pair, ticker_interval)
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"""
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return [(pair, timeframe or self._config['ticker_interval']) for pair in pairs]
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